I agree, JK Atwon, but Last Crusade will always be my personal favorite (until Indy 4 comes out, but we have to see if that movie is even good or not). I can't help it, I just absolutely love the relationship and banter between Indy and Henry Jones Sr. The fact that it also has a really great opening, one of the best openings in films ever in my opinion, telling about Jones as a boy, is incredibly fun and is a nice prequel-inside-of-a-sequel.
But I do love the other films, make no mistake. It's just that Last Crusade was the first Indy film I saw, so for that reason it is very special to me. (sorry if I sound overly sentimental)